+67.2%
CME vs ALHC
-28.9%
+96.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -1.6% | -0.6% | -1.0% | -1.6% |
| 30D | +6.2% | -1.0% | +7.3% | +6.2% |
| 3M | +10.4% | -10.2% | +20.6% | +10.2% |
| 6M | -9.5% | -28.3% | +18.8% | -9.3% |
| YTD | +6.0% | -31.4% | +37.5% | +6.4% |
| 1Y | +9.3% | -16.9% | +26.2% | +9.0% |
| 3Y | +57.7% | +135.5% | -77.8% | +49.9% |
| 5Y | +77.7% | -33.6% | +111.3% | +70.3% |
| All | +67.2% | -28.9% | +96.1% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling